-29.9%
LUNR vs COMP
-19.7%
-10.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +10.7% | +10.7% | +16.0% |
| 7D | -1.9% | +13.4% | -15.3% | -6.0% |
| 30D | -27.3% | +11.1% | -38.4% | -30.0% |
| 3M | -29.9% | -18.8% | -11.0% | -29.7% |
| All | -29.9% | -19.7% | -10.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3mo: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3mo analysis · Full analysis span regression · Available span rolling